{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-16","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/E","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/E.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/E.json?date=2026-10-16&public_schema=4","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"E","page_tier":"B","units":{"prices":"USD per share","open_interest":"option contracts","gamma_exposure":"modeled dollar-delta change per USD 1 underlying move","gamma_exposure_normalized":"modeled gamma exposure per 100,000 open option contracts","distances":"percent of close","forward_outcomes":"close-to-close percent return"},"snapshot":{"close":59.099998474121094,"previous_close":57.439998626708984,"delta_neutral":59.78979594449893,"gamma_neutral":66.95445737971136,"gamma_max":74.21011613497774,"total_open_interest":9488,"previous_open_interest":9933,"listed_contracts":100,"listed_calls":63,"listed_puts":49,"gamma_max_distance_pct":25.567035619253215,"delta_neutral_distance_pct":1.1671700307740007,"gamma_neutral_distance_pct":13.29011693465542,"open_interest_change_1d_pct":-4.480016107923085,"call_open_interest":1995,"put_open_interest":7493,"put_call_open_interest_ratio":3.755889724310777,"nearest_expiration_max_pain":52.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-11.167510396825346,"all_expiration_max_pain":45,"net_gamma_exposure":-115960.68944282552,"net_gamma_exposure_per_100k_open_interest":-1222182.6458982453,"gamma_exposure_flip":66.95445737971136,"gamma_exposure_flip_distance_pct":13.29011693465542,"call_wall":62.5,"call_wall_distance_pct":5.75296381330316,"put_wall":40,"put_wall_distance_pct":-32.31810315948598,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2000},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":59.1,"totalOi":9914,"analysisCoverage":0.8889,"avgIvPct":212.7,"ivRank":82.6,"iv52wHighPct":249.5,"iv52wLowPct":37.9,"frontDte":35,"termPremiumPp":-2.5625,"riskReversalFrontPp":45.71,"riskReversal30dPp":45.71,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":3.219,"putCallOiFrontRatio":0.655,"putCallVolumeFrontRatio":0.006,"optionVolume":499,"volumeOiRatio":0.050333,"netDeltaNormalized":-0.012762,"dealerDeltaNormalized":0.011487,"gexPer100kOi":-87856.263869,"vannaPer100kOi":4438.168247,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":103.9,"gammaFlipDistancePct":null,"maxPainDistancePct":-23.857868,"peakCallDistancePct":1.522843,"peakPutDistancePct":-11.167513},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/E.json?date=2026-10-16&public_schema=4","interpretation":"Catalyst intensity ranks unusual option pricing and activity; it does not identify the event, predict direction or recommend a trade. Directional score summarizes relative positioning under documented model conventions."},"gamma_max_cross_outcomes":[],"missing_value_semantics":"null means unavailable; it never means zero","interpretation":"These are descriptive end-of-day model outputs. Signed GEX uses the published call-positive, put-negative convention and is not observed dealer inventory. None of the fields are live prices, predictions or investment advice."}